Accuracy of one step of the Falk-Langemeyer method (Q2340356)
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English | Accuracy of one step of the Falk-Langemeyer method |
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Accuracy of one step of the Falk-Langemeyer method (English)
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16 April 2015
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The author considers the real definite generalized eigenvalue problem \(Ax = \lambda B x\), \(x \neq 0\). He studies the accuracy of the Falk-Langemeyer method, and presents the error analysis for one step of the method and gives the main accuracy result for the general case, as well as the case in which \(B\) is diagonal and positive definite.
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generalized eigenvalue problem
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relative accuracy
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Falk-Langemeyer method
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error analysis
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